+233.0%
BAC vs AMT
+134.0%
+99.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | -7.2% | +4.2% | -11.4% | -8.4% |
| 3M | -20.4% | +13.4% | -33.8% | -23.6% |
| 6M | +1.3% | +9.4% | -8.1% | -2.2% |
| YTD | -6.4% | +11.7% | -18.1% | -10.8% |
| 1Y | -3.5% | +7.1% | -10.6% | -6.8% |
| 3Y | +96.7% | +15.1% | +81.6% | +78.2% |
| 5Y | +20.6% | -17.9% | +38.5% | +22.1% |
| 10Y | +233.0% | +133.5% | +99.5% | +271.6% |
| All | +233.0% | +134.0% | +99.1% | +271.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling